+131.9%
BTI vs WST
+456.5%
-324.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +1.6% | +4.2% | -2.6% | +1.1% |
| 30D | +9.2% | +11.2% | -2.0% | +7.8% |
| 3M | +9.6% | +20.4% | -10.7% | +7.1% |
| 6M | -2.4% | +37.9% | -40.3% | -6.4% |
| YTD | +14.2% | +51.8% | -37.6% | +7.8% |
| 1Y | +20.3% | +56.6% | -36.3% | +13.1% |
| 3Y | +147.4% | +24.2% | +123.2% | +132.3% |
| 5Y | +155.4% | +0.7% | +154.8% | +145.0% |
| All | +131.9% | +456.5% | -324.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling